Representations of Continuous Martingales in Terms of Brownian Motion: Continuous Local Martingales as Stochastic Integrals with Respect to Brownian Motion (2)
陳韋達先生國立中央大學數學系 下午 2:00–3:50 Tòa nhà Hồng Kinh M219參考:
Brownian Motion and Stochastic Calculus 2/E,
Ioannis Karatzas and Steven E. Shreve.